EL45.DE - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

17.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.7%

Deepest Drawdown

Sharpe Ratio

0.25

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

36.3%

Focused

Effective Holdings

~62

of 144 holdings

Top Sector

29.9%

Technology

Top Region / Country

100.0%

Japan

Elevated concentration in top individual holdings, leading sectors, or key regions.

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+23.4%
3 Years	18.1%	-16.9%	0.72	+15.6%
5 Years	17.0%	-21.7%	0.25	+6.8%
10 Years	16.9%	-31.4%	0.16	+5.2%

🟢 Favorable / fair valuation: Avg P/E of 15.6

Solid fund volume

🟡 Moderate analyst coverage (13.8 analysts)

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).